RATS for UNIX 7.10. Run on Jul 15 2015
(c) 1992-2007 Thomas A. Doan. All rights reserved

Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable GB_REVGAPSQ_F13
Quarterly Data From 1980:01 To 2006:04
Usable Observations    104      Degrees of Freedom   102
 Total Observations    108      Skipped/Missing        4
Centered R**2     0.198748      R Bar **2   0.190893
Uncentered R**2   0.459244      T x R**2      47.761
Mean of Dependent Variable      0.7748039546
Std Error of Dependent Variable 1.1217349606
Standard Error of Estimate      1.0090048160
Sum of Squared Residuals        103.84525331
Log Likelihood                    -147.49218
Durbin-Watson Statistic             0.444092

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  1.272476874  0.370460875      3.43485  0.00059289
2.  DUM94Q1                  -0.995345839  0.380692431     -2.61457  0.00893407

Difference in means =       -0.99535

Statistics on Series T_ORPH_RMSE
Quarterly Data From 1947:01 To 3196:04
Observations                 5000
Sample Mean              0.131523      Variance            2.022947
Standard Error           1.422303      of Sample Mean      0.020114
t-Statistic (Mean=0)     6.538752      Signif Level        0.000000
Skewness                 1.200090      Signif Level (Sk=0) 0.000000
Kurtosis (excess)        9.780804      Signif Level (Ku=0) 0.000000
Jarque-Bera          21130.205588      Signif Level (JB=0) 0.000000

Minimum                 -5.861539      Maximum             19.851483
01-%ile                 -2.851216      99-%ile              4.013060
05-%ile                 -1.921741      95-%ile              2.510172
10-%ile                 -1.488809      90-%ile              1.830052
25-%ile                 -0.769572      75-%ile              0.909040
Median                   0.034554

